Evaluation of evidence for dynamic systems based on Bayes factors with an application

Document Type : Original Article

Authors

1 Department of Statistics, University of Hormozgan, Bandar Abbas, Iran

2 Department of Statistics‎, ‎School of Mathematical Sciences‎, ‎Ferdowsi University of Mashhad, ‎ Mashhad, Iran

Abstract

‎‎This paper deals with the computation of Bayes factors (BFs) based on sequential order‎ ‎statistics arising from homogeneous exponential populations‎. ‎Explicit expressions for the BFs are‎ ‎derived from the chi-square and the Poisson distribution functions‎. ‎Some approximations for the‎ ‎derived BFs are also proposed‎. ‎A simulated data set is analyzed using the obtained results‎. ‎Open problems are also mentioned‎. ‎The findings of this paper may be used for assessing evidence  ‎in the available data in various fields such as reliability analyses of engineering systems and‎ ‎life testing experiments‎.

Keywords


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